All of those are not romantic enough, in the poetic sense. I love the worlds of the old romantics, although I wouldn't want to live in HP Lovecraft's worlds, I want to live in his realm of wonder, where things are beyond comprehension. So, to pick a fantasy realm I have to go to Lord Dunsany's The King Of Elfland's Daughter. Tragic, yet beautiful, but one can live in this world and the other if they can remember what they love about the other world.

Lord Dunsany, HP Lovecraft, they wrote fantasy as the metaphysics of their time. It was other dimensions, HP Lovecraft even wrote about gods as being vectors through an ulmnidimentional spacetime....I miss writers like those.

That gave me Wonderland, although that might be a little too weird for me. I think that I would actually prefer Rivendell, it would be amazing to be surrounded by such beauty with relative safety comparable to the Shire. Hopefully given that it seems Rivendell is important to LOTR there would be a nice flow of other humans passing through/living there to supplement the elves who I imagine might have a quite different personality than me.